On the public citation graph

MODERN LOGARITHMS FOR THE HESTON MODEL

https://doi.org/10.1142/s0219024907004111
0 signed · 14 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4612-0817-4openalex-snapshot
Functions of One Complex Variable II
inferredcites →https://doi.org/10.1093/rfs/6.2.327openalex-snapshot
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
inferredcites →https://doi.org/10.1201/9781420009941openalex-snapshot
Introduction to Stochastic Calculus Applied to Finance

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.1105998openalex-extracted
inferred← citeshttps://doi.org/10.1002/wilj.40openalex-snapshot
Complex Logarithms and the Piecewise Constant Extension of the Heston Model
inferred← citeshttps://doi.org/10.1080/13504860601170534openalex-snapshot
A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model
inferred← citeshttps://doi.org/10.1080/13504860903387612openalex-snapshot
Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model
inferred← citeshttps://doi.org/10.1080/14697688.2010.488244openalex-snapshot
General approximation schemes for option prices in stochastic volatility models
inferred← citeshttps://doi.org/10.1080/14697688.2010.541486openalex-snapshot
On refined volatility smile expansion in the Heston model
inferred← citeshttps://doi.org/10.1111/j.1467-9965.2010.00416.xopenalex-snapshot
COMPLEX LOGARITHMS IN HESTON-LIKE MODELS
inferred← citeshttps://doi.org/10.1155/2011/198469openalex-snapshot
Valuing Options in Heston′s Stochastic Volatility Model: Another Analytical Approach
inferred← citeshttps://doi.org/10.18725/oparu-1805openalex-snapshot
Robust calibration of the Libor market model and pricing of derivative products
inferred← citeshttps://doi.org/10.2139/ssrn.1286210openalex-snapshot
Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model
inferred← citeshttps://doi.org/10.2139/ssrn.1674838openalex-snapshot
Valuing Options in Heston's Stochastic Volatility Model: Another Analytical Approach
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.